Mac storage basics · Finder tools for finding space
How do I delete a file straight away instead of moving it to the Trash?
Short answer: Select it and press Option-Command-Delete, or hold Option in the File menu and choose Delete Immediately. It skips the Trash, so it can't be undone.
Select the item and press Option-Command-Delete, or hold Option while the File menu is open and choose Delete Immediately…. Finder asks you to confirm because the item can't be put back from the Trash afterwards.
Use it for things you're sure about, such as a huge installer you've already used. For everything else the normal Trash is the safer habit — it gives you a second chance. If you've set the Trash to empty itself, see emptying the Trash automatically.
The space may not appear free at once if a local snapshot still holds the file — see why deleting doesn't always free space.